报告题目 (Title):Exponential Ergodicity for McKean-Vlasov SDEs with Singular Interactions(具有奇异相互作用的McKean-Vlasov随机微分方程的指数遍历性)
报告人 (Speaker):黄兴 教授(天津大学)
报告时间 (Time):2025年11月14日 (周五) 19:00-22:00
报告地点 (Place): 腾讯会议:880-966-912
邀请人(Inviter):阳芬芬
报告摘要:Let $k\in (d,\infty]$ and consider the $k*$-distance $$\|\mu-\nu\|_{k*}:= \sup\Big\{|\mu(f)-\nu(f)|:\ f\in\B_b(\R^d),\ \|f\|_{\tt L^k}:=\sup_{x\in \R^d}\|1_{B(x,1)}f\|_{L^k}\le 1\Big\}$$
between probability measures on $\R^d$. The exponential ergodicity in $1$-Wasserstein and $k*$-distances is derived for a class of McKean-Vlasov SDEs with small singular interactions measured by $\|\cdot\|_{k*}.$ Moreover, the exponential ergodicity in $2$-Wasserstein distance and relative entropy is derived when the interaction term is given by
$$b^{(0)}(x,\mu) :=\int_{\R^d}h(x-y)\mu(\d y)$$ for some measurable function $h:\R^d\to\R^d$ with small $\|h\|_{\tt L^k}$.